Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 25.887989 29.426224 33.233958 37.631929 42.567107 47.929619 54.193294
2024-12-15 20.482132 25.255782 30.783604 37.640110 45.897889 55.503303 67.503189
2024-12-22 17.536224 22.784545 29.153520 37.418755 47.825654 60.456011 76.905073
2024-12-29 15.506810 21.099510 28.171673 37.719301 50.213909 65.943940 87.174413
2025-01-05 14.303546 20.248811 28.036297 38.909115 53.610403 72.698385 99.243532
2025-01-12 12.761941 18.750795 26.858144 38.537590 54.814923 76.559324 107.641634
2025-01-19 10.971487 16.707067 24.720797 36.615773 53.677474 77.091950 111.440624
2025-01-26 10.296948 16.180383 24.631427 37.507140 56.443274 83.043157 122.947451
2025-02-02 9.727809 15.744454 24.614181 38.461422 59.306197 89.227607 135.053323
2025-02-09 8.924878 14.872573 23.867795 38.251233 60.402055 92.876015 143.621725
2025-02-16 8.140824 13.955925 22.971249 37.723991 60.947072 95.688835 151.033170
2025-02-23 7.604722 13.387847 22.563802 37.906578 62.555503 100.128023 161.055661
2025-03-02 7.185376 12.989800 22.414747 38.515048 64.908209 105.891205 173.523856
2025-03-09 6.729508 12.491117 22.063477 38.765865 66.696459 110.863694 185.014927
2025-03-16 6.217915 11.847296 21.414266 38.459521 67.526263 114.317254 194.204177
2025-03-23 5.867148 11.457374 21.161976 38.793738 69.414266 119.531545 206.442633
2025-03-30 5.689587 11.366211 21.416028 40.006353 72.836681 127.393434 223.360872
2025-04-06 5.278665 10.804360 20.793480 39.627889 73.484410 130.656993 232.748115
2025-04-13 4.674986 9.822425 19.339213 37.654519 71.208398 128.848703 233.434348
2025-04-20 4.521013 9.704785 19.466475 38.569686 74.111170 136.020214 249.815418
2025-04-27 4.384337 9.609648 19.626577 39.549002 77.171100 143.587871 267.199161
2025-05-04 4.108839 9.208602 19.172467 39.333314 78.012414 147.270268 277.877593
2025-05-11 3.817154 8.749185 18.571465 38.792176 78.205330 149.784601 286.554075